+65.6%
BROS vs WAB
+168.6%
-103.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.9% |
| 7D | -0.9% | +1.7% | -2.6% | -2.0% |
| 30D | -13.5% | -2.4% | -11.0% | -12.1% |
| 3M | -18.4% | +9.7% | -28.1% | -25.3% |
| 6M | -10.6% | +16.5% | -27.1% | -22.1% |
| YTD | -25.1% | +33.7% | -58.8% | -42.0% |
| 1Y | -28.6% | +49.7% | -78.3% | -49.8% |
| 3Y | +65.6% | +170.9% | -105.4% | -18.5% |
| All | +65.6% | +168.6% | -103.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling